The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
- Castle, Jennifer(British Academy Postdoctoral Fellow in Economics)Shephard, Neil(Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute)Registered editor(s):
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Soren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer. Contributors to this volume - Karim Abadir, Imperial College London Anindya Banerjee, University of Birmingham Gunnar Bardsen, Norwegian University of Science and Technology Andreas Beyer, European Central Bank Mike Clements, University of Warwick James Davidson, University of Exeter Selva Demiralp, Koc University Juan Dolado, Universidad Carlos III de Madrid Jurgen Doornik, University of Oxford Robert Engle, University of California, San Diego Neil Ericsson, Board of Governors of the Federal Reserve System Jesus Gonzalo, Universidad Carlos III de Madrid Clive Granger, University of California, San Diego David Hendry, University of Oxford Kevin Hoover, Duke University Soren Johansen, University of Copenhagen Katarina Juselius, University of Copenhagen Steven Kamin, Board of Governors of the Federal Reserve System Pauline Kennedy, Bates White, LLC Maozu Lu, University of Southampton Massimiliano Marcellino, Bocconi University and European University Institute Laura Mayoral, Institut d'Analisi Economica (CSIC) Grayham Mizon, University of Southampton Bent Nielsen, University of Oxford Ragnor Nymoen, University of Oslo Jim Stock, Harvard University and the National Bureau of Economic Research Pravin Trivedi, Indiana University, Bloomington Paolo Paruolo, University of Insubria Stephen J. Perez, California State University Mark Watson, Princeton University and the National Bureau of Economic Research Halbert White, University of California, San Diego David Zimmer, Western Kentucky University
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|This book is provided by Oxford University Press in its series OUP Catalogue with number 9780199237197 and published in 2009.|
|Contact details of provider:|| Web page: http://www.oup.com/|
|Order Information:||Web: http://www.oup.com/|
- Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
- White, Halbert & Pettenuzzo, Davide, 2014.
"Granger causality, exogeneity, cointegration, and economic policy analysis,"
Journal of Econometrics,
Elsevier, vol. 178(P2), pages 316-330.
- Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Businesss School.
- Reinhold Heinlein & Hans-Martin Krolzig, 2011. "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics 1124, School of Economics, University of Kent.
- Søren Johansen & Bent Nielsen, 2011.
"Asymptotic theory for iterated one-step Huber-skip estimators,"
CREATES Research Papers
2011-40, School of Economics and Management, University of Aarhus.
- Søren Johansen & Bent Nielsen, 2011. "Asymptotic theory for iterated one-step Huber-skip estimators," Discussion Papers 11-29, University of Copenhagen. Department of Economics.
When requesting a correction, please mention this item's handle: RePEc:oxp:obooks:9780199237197. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economics Book Marketing)
If references are entirely missing, you can add them using this form.
Follow series, journals, authors & more
New papers by email
Subscribe to new additions to RePEc
Public profiles for Economics researchers
Various rankings of research in Economics & related fields
Who was a student of whom, using RePEc
Curated articles & papers various economics topics
Blog aggregator for economics research
Cases of plagiarism in Economics
Job Market Papers
RePEc working paper series dedicated to the job market
Pretend you are at the helm of an economics department
Services from the StL Fed
Data, research, apps & more from the St. Louis Fed